Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization.
Kuo-Hao ChangL. Jeff HongHong WanPublished in: WSC (2007)
Keyphrases
- trust region
- optimization algorithm
- optimization method
- dynamic programming
- line search
- levenberg marquardt
- newton method
- objective function
- global optimum
- cost function
- k means
- convergence rate
- em algorithm
- optimization procedure
- simulated annealing
- clustering method
- combinatorial optimization
- parameter selection
- least squares
- response surface
- optimal solution
- conjugate gradient
- log likelihood
- quadratic programming
- expectation maximization
- optimization problems
- support vector machine
- column generation
- primal dual
- optimization methods
- np hard
- linear programming
- learning algorithm
- multi objective
- particle swarm
- cross validation
- global convergence
- support vector
- hessian matrix